• Offered by Research School of Economics
  • ANU College ANU College of Business and Economics
  • Classification Advanced
  • Course subject Econometrics
  • Areas of interest Econometrics
  • Academic career PGRD
  • Course convener
    • Dr Juergen Meinecke
  • Mode of delivery In Person
  • Offered in First Semester 2020
    See Future Offerings

The course covers advanced estimation methods in econometrics. Specific topics include: projections and ordinary least squares estimation; endogeneity; instrumental variables and two stage least squares estimation; maximum likelihood estimation of models with limited dependent variables. The course is primarily theoretical and looks at various estimators and their finite sample and asymptotic properties.

 

Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

  1. define OLS, IV and maximum likelihood estimators mathematically;
  2. derive and examine finite sample and asymptotic properties of these estimators analytically;
  3. demonstrate an understanding of the strengths and limitations of the different estimators;
  4. employ linear algebra in key econometric derivations;
  5. apply econometric theory to concrete examples in economics.

Other Information

Indicative Assessment

  1. The assessment consists of two parts: assignments and a final exam. (100) [LO 1,2,3,4,5]

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

Workload

10 hours per week including class time

Inherent Requirements

Not applicable

Requisite and Incompatibility

To enrol in this course you must have completed or have concurrent enrolment in EMET8005 and ECON8013..

Prescribed Texts

See Class Summary and Wattle site

Fees

Tuition fees are for the academic year indicated at the top of the page.  

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
3
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
2408 24 Feb 2020 02 Mar 2020 31 Mar 2020 29 May 2020 In Person N/A

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